+1,773.8%
HWM vs WU
-36.2%
+1,810.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | -11.0% | -1.1% | -9.9% | -10.8% |
| 3M | +4.0% | -3.9% | +7.9% | +3.4% |
| 6M | -0.2% | -20.7% | +20.4% | +7.2% |
| YTD | +26.7% | -18.4% | +45.0% | +33.5% |
| 1Y | +44.7% | -8.1% | +52.8% | +42.6% |
| 3Y | +426.1% | -24.2% | +450.3% | +445.1% |
| 5Y | +738.5% | -50.4% | +789.0% | +984.3% |
| All | +1,773.8% | -36.2% | +1,810.0% | +1,998.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling